It's really taking ages because of my CPAN problem: every 5 modules or so it stops; and i usually only realize a while later.
As a consequence, i have reinstalled about half the modules. Will finish tomorrow.

We're getting somewhere !
* EDIT: In fact we broke something (see later)... but it might help us understand the issue, as it has something to do with missing files and Cygwin.Devel::Pragma is now "make"ing, with a different bug. After running the Checksum (which was ok), it says :

There are now more than 200 similar lines. And the time between two of these lines must be taking longer and longer, as now it takes more than 5 minutes; and i certainly didn't wait for a total of 1000 minutes.

$ perl Makefile.PL --xs
Checking if your kit is complete...
Warning: the following files are missing in your kit:
Storable.bs
Storable.c
Storable.o
Please inform the author.
Writing Makefile for Storable
Writing MYMETA.yml and MYMETA.json
You appear to have a perl configured to use 64 bit integers in its sca+lar
variables. If you have existing data written with an earlier version +of
Storable which this version of Storable refuses to load with a
Byte order is not compatible
error, then please read the section "64 bit data in perl 5.6.0 and 5.6+.1"
in the Storable documentation for instructions on how to read your dat+a.
(You can find the documentation at the end of Storable.pm in POD forma+t)

$ perl Makefile.PL
Writing Makefile for Storable
Writing MYMETA.yml and MYMETA.json
You appear to have a perl configured to use 64 bit integers in its sca+lar
variables. If you have existing data written with an earlier version +of
Storable which this version of Storable refuses to load with a
Byte order is not compatible
error, then please read the section "64 bit data in perl 5.6.0 and 5.6+.1"
in the Storable documentation for instructions on how to read your dat+a.
(You can find the documentation at the end of Storable.pm in POD forma+t)

Or the fact that it says something about my 64bit-ness?
And is it hidden by the fact that it didn't run the t/compat01.t test? (skipped: Test only works for 32 bit little-ending machines)

...more research...

I found this, it could be worth a try:
http://perldoc.perl.org/perlcygwin.html
says

Configure-time Options for Perl on Cygwin
The INSTALL document describes several Configure-time options. Some of+ these will work with Cygwin, others are not yet possible. Also, some+ of these are experimental. You can either select an option when Conf+igure prompts you or you can define (undefine) symbols on the command+ line.
\[...\]
-Uuse64bitint
By default Perl uses 64 bit integers. If you want to use smaller 32 bi+t integers, define this symbol.
-Duselargefiles
Cygwin uses 64-bit integers for internal size and position calculation+s, this will be correctly detected and defined by Configure.

Which would mean that i'm using this at the moment: i am using 32 bit integers, rather than 64bit ones.
But Storable doesn't seem to see this, as it says:

You appear to have a perl configured to use 64 bit integers in its sca+lar
variables. If you have existing data written with an earlier version +of
Storable which this version of Storable refuses to load with a
Byte order is not compatible
error, then please read the section "64 bit data in perl 5.6.0 and 5.6+.1"
in the Storable documentation for instructions on how to read your dat+a.

So i don't really know what to do with this. I seem to be configured correctly... I guess i could always try to change the configuration and see what happens. There's only 4 possible combinations, with there two configuration parameters.

I found Perl::Configure. I could try to use it tomorrow...unless if someone has an other idea - maybe something to related to these missing files?

I'm too tired now, and sleeping will give a chance to people to tell me: "don't do this, you'll break everything!" Or to come up with ideas.

Two things: The Storable warning is useless---ignore it. For CPAN, you want the current development version---it handles
ExtUtils::MakeMaker better than the stable version. Try it...
you'll see what I mean.

When putting a smiley right before a closing parenthesis, do you:

Use two parentheses: (Like this: :) )
Use one parenthesis: (Like this: :)
Reverse direction of the smiley: (Like this: (: )
Use angle/square brackets instead of parentheses
Use C-style commenting to set the smiley off from the closing parenthesis
Make the smiley a dunce: (:>
I disapprove of emoticons
Other